+1,745.6%
HWM vs OTIS
+115.8%
+1,629.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.6% |
| 7D | +7.3% | -1.3% | +8.6% | +8.0% |
| 30D | +1.6% | +12.8% | -11.2% | -5.5% |
| 3M | -21.9% | +7.4% | -29.2% | -25.4% |
| 6M | -19.0% | +7.7% | -26.8% | -23.2% |
| YTD | +7.9% | -9.3% | +17.2% | +12.5% |
| 1Y | +9.9% | -12.1% | +22.0% | +16.6% |
| 3Y | +342.1% | +0.6% | +341.5% | +312.3% |
| 5Y | +600.8% | -1.1% | +601.9% | +550.9% |
| All | +1,745.6% | +115.8% | +1,629.9% | +1,027.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling